Asymptotic results for bifurcating random coefficient autoregressive processes
Langue
en
Document de travail - Pré-publication
Résumé en anglais
The purpose of this paper is to study the asymptotic behavior of the weighted least square estimators of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on the ...Lire la suite >
Mots clés en anglais
bifurcating autoregressive process
random coefficient
weighted least squares
martingale
almost sure convergence
central limit theorem